-100.0%
SOXS vs PSX
+133.1%
-233.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.4% | -5.9% | -5.3% |
| 7D | -4.7% | +1.7% | -6.5% | -3.4% |
| 30D | +7.7% | +15.6% | -7.9% | +19.9% |
| 3M | -10.2% | +46.5% | -56.6% | +18.9% |
| 6M | -99.2% | +55.0% | -154.2% | -99.3% |
| YTD | -99.5% | +105.3% | -204.8% | -99.4% |
| 1Y | -99.8% | +101.6% | -201.4% | -99.7% |
| 3Y | -100.0% | +134.1% | -234.1% | -100.0% |
| All | -100.0% | +133.1% | -233.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling